java 实现最小二乘法

一、线性的

/**
 * 最小二乘法 y=ax+b
 * 
 * @author Administrator
 * 
 */
public class Theleastsquaremethod {

	private static double a;

	private static double b;

	private static int num;

	/**
	 * 训练
	 * 
	 * @param x
	 * @param y
	 */
	public static void train(double x[], double y[]) {
		num = x.length < y.length ? x.length : y.length;
		calCoefficientes(x,y);
	}

	/**
	 * a=(NΣxy-ΣxΣy)/(NΣx^2-(Σx)^2)
	 * b=y(平均)-a*x（平均）
	 * @param x
	 * @param y
	 * @return
	 */
	public static void calCoefficientes (double x[],double y[]){
		double xy=0.0,xT=0.0,yT=0.0,xS=0.0;
		for(int i=0;i<num;i++){
			xy+=x[i]*y[i];
			xT+=x[i];
			yT+=y[i];
			xS+=Math.pow(x[i], 2.0);
		}
		a= (num*xy-xT*yT)/(num*xS-Math.pow(xT, 2.0));
		b=yT/num-a*xT/num;
	}

	/**
	 * 预测
	 * 
	 * @param xValue
	 * @return
	 */
	public static double predict(double xValue) {
		System.out.println("a="+a);
		System.out.println("b="+b);
		return a * xValue + b;
	}

	public static void main(String args[]) {
		double[] x = { 0 , 1 , 2 , 3 , 4 , 5 , 6 , 7 , 8 , 9 } ;  
        double[] y = {23 , 44 , 32 , 56 , 33 , 34 , 55 , 65 , 45 , 55 } ;  
        Theleastsquaremethod.train(x, y);
        System.out.println(Theleastsquaremethod.predict(10.0));
	}

}